Do Hedge Fund Indices Provide Diversification Benefits? Application of Using Mean-Variance Spanning Test
碩士 === 國立中央大學 === 財務金融研究所 === 97 === According to portfolio theory, we can gain diversification benefits by investing in assets that have low correlation with the portfolio we hold. In other words, one is often interested in finding out whether one set of risky assets can improve the investment oppo...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49564633354721004282 |